更新時間: 2024年7月18日 PM 9:29:22
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/05/24 21.610% 18230.19 22.413% 21.505% +0.105% 21.505% +0.105%
31/05/24 22.150% 18079.61 21.281% 21.495% +0.655% 26.262% -4.112%
03/06/24 22.040% 18403.04 21.966% 21.594% +0.446% 25.850% -3.810%
04/06/24 21.480% 18444.11 21.986% 21.888% -0.408% 26.023% -4.543%
05/06/24 21.430% 18424.96 21.672% 21.863% -0.433% 25.814% -4.384%
06/06/24 21.430% 18476.80 21.158% 21.612% -0.182% 25.340% -3.910%
07/06/24 20.840% 18366.95 21.042% 21.565% -0.725% 25.107% -4.267%
11/06/24 21.220% 18176.34 20.293% 21.230% -0.010% 24.020% -2.800%
12/06/24 21.260% 17937.84 20.608% 20.955% +0.305% 23.536% -2.276%
13/06/24 20.580% 18112.63 20.821% 20.784% -0.204% 23.175% -2.595%
14/06/24 19.950% 17941.78 20.769% 20.707% -0.757% 22.918% -2.968%
17/06/24 20.080% 17936.12 20.819% 20.662% -0.582% 22.359% -2.279%
18/06/24 19.300% 17915.55 20.783% 20.760% -1.460% 22.295% -2.995%
19/06/24 20.240% 18430.39 20.889% 20.816% -0.576% 22.184% -1.944%
20/06/24 20.120% 18335.32 20.671% 20.786% -0.666% 21.982% -1.862%
21/06/24 19.660% 18028.52 19.668% 20.566% -0.906% 21.580% -1.920%
24/06/24 20.150% 18027.71 18.601% 20.123% +0.027% 20.618% -0.468%
25/06/24 19.270% 18072.90 18.482% 19.662% -0.392% 19.985% -0.715%
26/06/24 18.860% 18089.93 18.468% 19.178% -0.318% 19.335% -0.475%
27/06/24 20.120% 17716.47 18.230% 18.690% +1.430% 18.690% +1.430%
28/06/24 19.210% 17718.61 17.446% 18.245% +0.965% 23.041% -3.831%
02/07/24 20.120% 17769.14 17.261% 17.977% +2.143% 22.112% -1.992%
03/07/24 19.940% 17978.57 16.666% 17.614% +2.326% 21.520% -1.580%
04/07/24 19.810% 18028.28 16.699% 17.260% +2.550% 20.946% -1.136%
05/07/24 19.540% 17799.61 17.164% 17.047% +2.493% 20.548% -1.008%
08/07/24 20.390% 17524.06 17.767% 17.111% +3.279% 20.204% +0.186%
09/07/24 19.810% 17523.23 17.676% 17.194% +2.616% 20.160% -0.350%
10/07/24 19.790% 17471.67 17.424% 17.346% +2.444% 20.195% -0.405%
11/07/24 20.530% 17832.33 18.611% 17.728% +2.802% 20.495% +0.035%
12/07/24 21.130% 18293.38 20.204% 18.336% +2.794% 21.047% +0.083%
15/07/24 21.500% 18015.94 20.863% 18.955% +2.545% 21.291% +0.209%
16/07/24 21.060% 17727.98 21.553% 19.731% +1.329% 21.999% -0.939%
17/07/24 20.810% 17739.41 21.521% 20.550% +0.260% 22.744% -1.934%
18/07/24 20.990% 17778.41 18.570% 20.542% +0.448% 22.567% -1.577%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/05/24 24.480% 6462.95 23.651% 22.778% +1.702% 22.778% +1.702%
31/05/24 25.270% 6392.58 22.625% 22.767% +2.503% 27.816% -2.546%
03/06/24 25.290% 6531.99 23.573% 22.909% +2.381% 27.425% -2.135%
04/06/24 24.580% 6554.32 23.598% 23.292% +1.288% 27.693% -3.113%
05/06/24 24.280% 6542.47 23.188% 23.327% +0.953% 27.542% -3.262%
06/06/24 24.230% 6555.06 22.524% 23.101% +1.129% 27.086% -2.856%
07/06/24 23.470% 6510.37 22.251% 23.027% +0.443% 26.809% -3.339%
11/06/24 23.620% 6452.06 21.410% 22.594% +1.026% 25.563% -1.943%
12/06/24 23.560% 6359.36 21.800% 22.234% +1.326% 24.974% -1.414%
13/06/24 22.920% 6421.81 21.943% 21.985% +0.935% 24.514% -1.594%
14/06/24 21.960% 6374.66 21.676% 21.816% +0.144% 24.145% -2.185%
17/06/24 22.070% 6373.48 21.724% 21.710% +0.360% 23.494% -1.424%
18/06/24 21.240% 6368.10 21.696% 21.768% -0.528% 23.377% -2.137%
19/06/24 22.240% 6587.77 22.872% 21.982% +0.258% 23.427% -1.187%
20/06/24 22.090% 6556.10 22.699% 22.133% -0.043% 23.406% -1.316%
21/06/24 22.090% 6439.82 21.886% 22.175% -0.085% 23.268% -1.178%
24/06/24 22.320% 6441.16 20.853% 22.001% +0.319% 22.543% -0.223%
25/06/24 21.200% 6464.49 20.740% 21.810% -0.610% 22.168% -0.968%
26/06/24 21.210% 6477.24 20.740% 21.384% -0.174% 21.559% -0.349%
27/06/24 22.890% 6324.05 20.816% 21.007% +1.883% 21.007% +1.883%
28/06/24 21.680% 6331.86 20.017% 20.633% +1.047% 26.056% -4.376%
02/07/24 22.470% 6374.91 19.806% 20.424% +2.046% 25.121% -2.651%
03/07/24 22.490% 6455.70 18.807% 20.037% +2.453% 24.481% -1.991%
04/07/24 22.170% 6470.86 18.794% 19.648% +2.522% 23.844% -1.674%
05/07/24 22.010% 6382.27 19.318% 19.348% +2.662% 23.322% -1.312%
08/07/24 22.820% 6284.73 19.900% 19.325% +3.495% 22.817% +0.003%
09/07/24 22.170% 6275.64 19.764% 19.317% +2.853% 22.648% -0.478%
10/07/24 22.130% 6251.18 19.621% 19.479% +2.651% 22.679% -0.549%
11/07/24 23.130% 6371.78 20.373% 19.795% +3.335% 22.884% +0.246%
12/07/24 23.770% 6532.63 21.704% 20.272% +3.498% 23.270% +0.500%
15/07/24 24.050% 6421.67 22.565% 20.805% +3.245% 23.369% +0.681%
16/07/24 23.880% 6316.53 23.250% 21.503% +2.377% 23.975% -0.095%
17/07/24 23.500% 6297.49 23.230% 22.225% +1.275% 24.598% -1.098%
18/07/24 23.810% 6306.80 19.394% 22.029% +1.781% 24.200% -0.390%